The "whitening" package implements the whitening methods (ZCA, PCA, Cholesky, ZCA-cor, and PCA-cor) discussed in Kessy, Lewin, and Strimmer (2018) as well as the whitening approach to canonical correlation analysis allowing negative canonical correlations described in Jendoubi and Strimmer (2019).
Kessy, A., A. Lewin, and K. Strimmer. 2018. Optimal whitening and decorrelation. The American Statistician. 72: 309-314. https://doi.org/10.1080/00031305.2016.1277159
Jendoubi, T., and K. Strimmer 2019. A whitening approach to probabilistic canonical correlation analysis for omics data integration. BMC Bioinformatics 20: 15. https://doi.org/10.1186/s12859-018-2572-9
whiteningMatrix.
whiten,
cca, and
scca.